Sequential Inference for Non-Gaussian Additive Processes

In this paper, we introduce dynamical models based on Stochastic Differential Equations (SDE)s driven by additive processes. Additive processes are intuitively obtained as time-varying versions of Lévy processes, and we adopt this formalism to model properties that may change over time, for e...

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Bibliografske podrobnosti

Principais autores:	Zixin Liu, Simon Godsill
Format:	Artigo
Jezik:	Inglês
Izdano:	IEEE 2026-01-01
Serija:	IEEE Open Journal of Signal Processing
Teme:	Non-Gaussian stochastic process sequential Monte Carlo particle filter Lévy process additive process stochastic differential equation
Online dostop:	https://ieeexplore.ieee.org/document/11314923/
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